PhD in Statistics, Université catholique de Louvain, Belgium
Master of Science in Econometrics, Université catholique de Louvain
High-dimensional Time Series, Non-parametric Smoothing, Dimension Reduction
August 2014. Honorable mention Article of the Year Award, Association for Education in Journalism and Mass Communication.
Evolutionary Correspondence Analysis of the Semantic Dynamics of Frames
sqrt2-estimation for Smooth Eigenvectors
06/29/2022 Weekly Seminar organized by the Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology. Inviting Prof. Manfred Deistler (Vienna, Austria).
09/13/2021 Weekly Seminar of the Statistics Department at Rice University (Houston, Texas).
Adaptive methods for time-modulated stars
02/18/2020 Astronomical Data-Science Workshop, Texas A&M University.
The Short-Run And Long-Run Components Of Financial Market Volatility
06/20/2019 3rd International Congress On Actuarial Science & Quantitative Finance (Manizales, Colombia). Invited session orgainized by Prof. Alexander Aue (UC Davis).
Semi-Parametric Factor Models For Non-Stationary Time Series
12/09/2016 9th International Conference on Computational And Methodological Statistics Computational and Mathematical Statistics (Sevilla, Spain). Invited session organized by Prof. Rainer Dahlhaus (Heidelberg, Germany).
Locally Stationary Latent factors